mvgb: Multivariate Probabilities of Scale Mixtures of Multivariate Normal Distributions via the Genz and Bretz (2002) QRSVN Method

Generates multivariate subgaussian stable probabilities using the QRSVN algorithm as detailed in Genz and Bretz (2002) <doi:10.1198/106186002394> but by sampling positive stable variates not chi/sqrt(nu).

Version: 0.0.3
Depends: R (≥ 3.4.0)
Published: 2022-06-22
Author: Alan Genz [aut] (wrote mvtdstpack.f), Bruce Swihart ORCID iD [aut, cre]
Maintainer: Bruce Swihart <bruce.swihart at gmail.com>
BugReports: https://github.com/swihart/mvgb/issues
License: LGPL-2.1 | LGPL-3 [expanded from: LGPL (≥ 2.1)]
URL: https://github.com/swihart/mvgb
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: mvgb results

Documentation:

Reference manual: mvgb.pdf

Downloads:

Package source: mvgb_0.0.3.tar.gz
Windows binaries: r-devel: mvgb_0.0.3.zip, r-release: mvgb_0.0.3.zip, r-oldrel: mvgb_0.0.3.zip
macOS binaries: r-release (arm64): mvgb_0.0.3.tgz, r-oldrel (arm64): mvgb_0.0.3.tgz, r-release (x86_64): mvgb_0.0.3.tgz, r-oldrel (x86_64): mvgb_0.0.3.tgz
Old sources: mvgb archive

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